bbefkr (version 4.2)

error.denadj: Compute the probability density function and cumulative probability density function of error, using localised bandwidths of residuals

Description

With the estimated bandwidths of residuals, error density can be approximated by the kernel density estimator.

Usage

error.denadj(ban, badj, eps, res.data)

Arguments

ban

Bandwidth of residuals

badj

Bandwidth adjustment factor

eps

Grid point

res.data

Residuals obtained from the estimated conditional mean

Value

Numerical values

References

H. L. Shang (2013) `Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density', Computational Statistics and Data Analysis, 67, 185-198.

H. L. Shang (2013) `Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density', Computational Statistics, in press.

See Also

error.den